| Metric | 7508707:yfiusd:triple_gx:lsma220_35_25 | 7508707:YFIUSD |
|---|---|---|
| Time in Market | 39.0% | 100.0% |
| Cumulative Return | 114.08% | -5.05% |
| Max Drawdown | -53.89% | -69.67% |
| Sharpe | 0.8 | 0.38 |
| Sortino | 1.25 | 0.57 |
| Payoff Ratio | 1.32 | 1.17 |
| Profit Factor | 1.24 | 1.06 |
| Common Sense Ratio | 1.51 | 1.12 |
| CPC Index | 0.76 | 0.61 |
| Tail Ratio | 1.21 | 1.05 |
| Outlier Win Ratio | 13.99 | 3.96 |
| Outlier Loss Ratio | 3.33 | 3.14 |
| Volatility (ann.) | 59.33% | 81.06% |
| R^2 | 0.54 | 0.54 |
| Calmar | 0.64 | -0.03 |
| Skew | 0.55 | 0.31 |
| Kurtosis | 32.45 | 9.14 |
| Expected Daily % | 0.08% | -0.01% |
| Expected Monthly % | 2.49% | -0.17% |
| Expected Yearly % | 20.96% | -1.29% |
| Kelly Criterion | 5.49% | 6.35% |
| Risk of Ruin | 0.0% | 0.0% |
| Daily Value-at-Risk | -4.98% | -6.89% |
| Expected Shortfall (cVaR) | -4.98% | -6.89% |
| Year | 7508707:YFIUSD | 7508707:yfiusd:triple_gx:lsma220_35_25 | Multiplier | Won |
|---|---|---|---|---|
| 2022 | -7.30 | 3.82 | -0.52 | + |
| 2023 | 58.82 | 159.66 | 2.71 | + |
| 2024 | -1.19 | -3.36 | 2.82 | - |
| 2025 | -34.73 | -17.83 | 0.51 | + |
| Metric | 7508707:yfiusd:triple_gx:lsma220_35_25 | 7508707:YFIUSD |
|---|---|---|
| MTD | -2.33% | -6.48% |
| 3M | -8.67% | -9.07% |
| 6M | -23.92% | -29.23% |
| YTD | -17.83% | -34.73% |
| 1Y | -27.39% | -26.07% |
| 3Y (ann.) | 34.65% | -2.0% |
| 5Y (ann.) | 34.65% | -2.0% |
| Metric | 7508707:yfiusd:triple_gx:lsma220_35_25 | 7508707:YFIUSD |
|---|---|---|
| Max Drawdown | -53.89% | -69.67% |
| Longest DD Days | 560.0 | 560.0 |
| Avg. Drawdown | -16.28% | -19.54% |
| Avg. Drawdown Days | 114.0 | 83.0 |
| Recovery Factor | 2.12 | -0.07 |
| Ulcer Index | 1.0 | 1.01 |
| Started | Recovered | Drawdown | Days |
|---|---|---|---|
| 2023-11-18 | 2025-05-31 | -53.89 | 560 |
| 2023-03-03 | 2023-11-10 | -29.35 | 252 |
| 2022-11-11 | 2023-01-12 | -16.66 | 62 |
| 2023-01-15 | 2023-01-20 | -8.53 | 5 |
| 2023-02-27 | 2023-03-01 | -8.14 | 2 |
| 2023-02-24 | 2023-02-26 | -8.03 | 2 |
| 2023-01-24 | 2023-02-20 | -5.48 | 27 |
| 2023-01-21 | 2023-01-22 | -0.18 | 1 |
| Metric | 7508707:yfiusd:triple_gx:lsma220_35_25 | 7508707:YFIUSD |
|---|---|---|
| Best Day | 29.1% | 29.1% |
| Worst Day | -33.38% | -33.38% |
| Best Week | 85.63% | 85.63% |
| Worst Week | -40.3% | -40.3% |
| Best Month | 50.68% | 70.6% |
| Worst Month | -10.03% | -27.0% |
| Best Year | 159.66% | 58.82% |
| Worst Year | -17.83% | -34.73% |
| Avg. Up Day | 3.74% | 3.76% |
| Avg. Down Day | -2.83% | -3.22% |
| Avg. Up Week | 10.0% | 13.84% |
| Avg. Down Week | -6.87% | -9.32% |
| Avg. Up Month | 18.58% | 27.31% |
| Avg. Down Month | -6.0% | -10.08% |
| Win Days % | 46.24% | 49.52% |
| Win Month % | 48.0% | 41.94% |
| Win Week % | 53.95% | 46.38% |
| Win Quarter % | 63.64% | 45.45% |
| Win Year % | 50.0% | 25.0% |